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Trade: ALGO/USDT/480/KCL/TEMA/9447

Strategy
ALGO/USDT/480/KCL/TEMA/9447
Pair
ALGO_USDT
Interval
8h
Score
403359
Daily Profit
0.169106
Profit Factor
2.286850
Profitability
45.161290
Streak
137.611240
Best Strategy
Training Data Length
2297.000000
Evaluation Time
2025-10-05 01:40
Expiration Time
2025-12-12 15:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 394261.3388 388436.0151 5825.3237 1126.4593 -13324.8024 14451.2616
Total P&L (%) 394.2613 388.436 5.8253 1.1265 -13.3248 14.4513
Avg Daily Profit (%) 0.1716 0.1691 0.0025 0.0005 -0.0062 0.0059
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -171913 -164735 -35546 -373543 -359298 -22824
Profit Factor 2.0346 2.2869 1.0735 1.0021 0.9718 1.2486
Total Trades 63 31 32 63 31 32
Winning Trades 31 14 17 31 14 17
Losing Trades 32 17 15 32 17 15
Profitability (%) 49.2063 45.1613 53.125 49.2063 45.1613 53.125
Ratio Avg Win / Avg Loss 2.1002 2.7769 0.9472 1.0345 1.18 1.1017
Largest Winning Trade 252642 252642 30537 172383 172383 29584
Largest Losing Trade -70609 -70609 -25546 -282485 -282485 -15297
Avg Bars in Trades 100 195 9 100 195 9
Avg Bars in Winners 86 181 8 86 181 8
Avg Bars in Losers 114 206 9 114 206 9
Bars Traded 6344 6047 297 6344 6047 297
Profit Streak 52.6112 137.6112 52.6112 52.6112 137.6112 52.6112
Trades During Streak 4 5 2 4 5 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -138588 403359 -494884 -725957 -579617 -210858
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6891,
    "evaluation_days": 2297,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1567238400000,
    "last_datapoint_time": 1759593600000,
    "evaluation_time": 1759617611182,
    "expiration_time": 1765547424000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 212,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 4,
            "offset": 131
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            394261.3388415029,
            388436.0151381673,
            5825.3237033355,
            1126.4592580282,
            -13324.8023620172,
            14451.2616200455
        ],
        [
            394.261339,
            388.436015,
            5.825324,
            1.126459,
            -13.324802,
            14.451262
        ],
        [
            0.171642,
            0.169106,
            0.002536,
            0.000488,
            -0.006225,
            0.005876
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -171913,
            -164735,
            -35546,
            -373543,
            -359298,
            -22824
        ],
        [
            2.034586,
            2.28685,
            1.073523,
            1.002125,
            0.971767,
            1.248618
        ],
        [
            63,
            31,
            32,
            63,
            31,
            32
        ],
        [
            31,
            14,
            17,
            31,
            14,
            17
        ],
        [
            32,
            17,
            15,
            32,
            17,
            15
        ],
        [
            49.206349,
            45.16129,
            53.125,
            49.206349,
            45.16129,
            53.125
        ],
        [
            2.100217,
            2.776889,
            0.947226,
            1.034452,
            1.180002,
            1.101722
        ],
        [
            252642,
            252642,
            30537,
            172383,
            172383,
            29584
        ],
        [
            -70609,
            -70609,
            -25546,
            -282485,
            -282485,
            -15297
        ],
        [
            100,
            195,
            9,
            100,
            195,
            9
        ],
        [
            86,
            181,
            8,
            86,
            181,
            8
        ],
        [
            114,
            206,
            9,
            114,
            206,
            9
        ],
        [
            6344,
            6047,
            297,
            6344,
            6047,
            297
        ],
        [
            52.61124,
            137.61124,
            52.61124,
            52.61124,
            137.611241,
            52.61124
        ],
        [
            4,
            5,
            2,
            4,
            5,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -138588,
            403359,
            -494884,
            -725957,
            -579617,
            -210858
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6891,
    "evaluation_days": 2297,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1567238400000,
    "last_datapoint_time": 1759593600000,
    "evaluation_time": 1759617611182,
    "expiration_time": 1765547424000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 212,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 4,
            "offset": 131
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)